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Non-Farm Payrolls (NFP)

Macro

Non-Farm Payrolls reports the total number of paid U.S. workers excluding farm employees, government employees, private household workers, and non-profit employees. Released on the first Friday of each month at 8:30 AM ET by the Bureau of Labor Statistics (BLS), it is the most market-moving economic release in the world.

What the Report Contains

The Employment Situation Report includes: headline NFP number, unemployment rate, labor force participation rate, average hourly earnings (wage growth), average weekly hours, and household survey data. Each component tells a different story.

Why It Moves Markets

NFP creates more short-term market volatility than any other data release. Within seconds of release, S&P 500 futures typically move 0.5-2%, EUR/USD swings 50-100+ pips, and 10-year Treasury yields shift 5-15 basis points. The reaction depends on context: in 2022-2023, strong NFP was bearish (more rate hikes); in a normal cycle, strong NFP is bullish (growth).

Key Nuances

- Revisions: Previous months are revised, sometimes dramatically. The March 2024 benchmark revision showed 818,000 fewer jobs than initially reported for the year ending March 2024
- Wage growth (Average Hourly Earnings): A 0.4%+ MoM reading signals persistent inflation pressure
- Birth-Death Model: The BLS estimates new business creation/destruction, which can introduce significant uncertainty

Historical Context

The U.S. lost 20.5 million jobs in April 2020 β€” the largest single-month decline ever recorded (BLS). It took until June 2022 to recover all pandemic-lost jobs. During the 2008 crisis, the economy lost 8.7 million jobs over 25 months.

Non-Farm Payrolls (NFP) | ECONPLEX